E-mini NASDAQ-100 Future December 2012

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	2,637.25	2,662.25	25.00	0.9%	2,664.50
High	2,659.00	2,676.75	17.75	0.7%	2,695.25
Low	2,626.00	2,631.75	5.75	0.2%	2,604.50
Close	2,659.00	2,640.50	-18.50	-0.7%	2,659.00
Range	33.00	45.00	12.00	36.4%	90.75
ATR	37.50	38.03	0.54	1.4%	0.00
Volume	18,475	326,935	308,460	1,669.6%	1,528,155

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,784.75	2,757.50	2,665.25
R3	2,739.75	2,712.50	2,653.00
R2	2,694.75	2,694.75	2,648.75
R1	2,667.50	2,667.50	2,644.50	2,658.50
PP	2,649.75	2,649.75	2,649.75	2,645.25
S1	2,622.50	2,622.50	2,636.50	2,613.50
S2	2,604.75	2,604.75	2,632.25
S3	2,559.75	2,577.50	2,628.00
S4	2,514.75	2,532.50	2,615.75

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,925.25	2,882.75	2,709.00
R3	2,834.50	2,792.00	2,684.00
R2	2,743.75	2,743.75	2,675.75
R1	2,701.25	2,701.25	2,667.25	2,677.00
PP	2,653.00	2,653.00	2,653.00	2,640.75
S1	2,610.50	2,610.50	2,650.75	2,586.50
S2	2,562.25	2,562.25	2,642.25
S3	2,471.50	2,519.75	2,634.00
S4	2,380.75	2,429.00	2,609.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,676.75	2,604.50	72.25	2.7%	40.25	1.5%	50%	True	False	199,203
10	2,774.00	2,604.50	169.50	6.4%	43.50	1.6%	21%	False	False	256,390
20	2,840.75	2,604.50	236.25	8.9%	38.75	1.5%	15%	False	False	244,499
40	2,871.75	2,604.50	267.25	10.1%	36.00	1.4%	13%	False	False	207,936
60	2,871.75	2,604.50	267.25	10.1%	31.75	1.2%	13%	False	False	138,772
80	2,871.75	2,510.25	361.50	13.7%	31.50	1.2%	36%	False	False	104,085
100	2,871.75	2,506.00	365.75	13.9%	29.75	1.1%	37%	False	False	83,270
120	2,871.75	2,442.50	429.25	16.3%	26.75	1.0%	46%	False	False	69,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,868.00
2.618	2,794.50
1.618	2,749.50
1.000	2,721.75
0.618	2,704.50
HIGH	2,676.75
0.618	2,659.50
0.500	2,654.25
0.382	2,649.00
LOW	2,631.75
0.618	2,604.00
1.000	2,586.75
1.618	2,559.00
2.618	2,514.00
4.250	2,440.50

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	2,654.25	2,651.50
PP	2,649.75	2,647.75
S1	2,645.00	2,644.00

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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